That is a good question
Watching a lot of superhero movies can have psychological effects, both positive and negative, depending on factors such as the viewer's age, mindset, and frequency of consumption.

Let me stick with one or two negative ones.

We all have the psychological phenomenon when we watch movies... it happens that we gradually start to identify with the main character of the movie... and in super hero movies, it would be the super hero... This creates a form of unrealistic expectations in the mind, as we would like to aspire to be the individual that we are admiring.

Secondly, there is the desensitization to violence... Because violence sells, most movies involve violence, especially super hero ones. A gradual exposure to violence means that young minds become numb to the sufferings of others.